I just found an article on QuickSight community talking about DB engine 14.2 incompatibility with QuickSight.
"For me, the problem was that the RDS Postgres instance was using Postgres version 14.2.
Although according to Quicksight documentation it should work, it just doesn’t.
I guess Quicksight uses some old postgres client behind the scenes that is not compatible with this setup. Connecting to other RDS Postgres with version 12.8 worked. This other DB is in same subnets and same security groups.
Confirmed this by downgrading the 14.2 version to 12.8 and now the connection works."
So the issue seems to be an incompatibility issue between PostgeSQL 14.2 engine which our database is using and QuickSight. Have you run into this issue elsewhere?
I will need to check with our DB guys if we can downgrade our DB engine version.